File: ird_ex10_euro_swaption_relative.xml

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<?xml version="1.0" encoding="UTF-8"?>
<!--
  == Copyright (c) 2002-2003. All rights reserved.
  == Financial Products Markup Language is subject to the FpML public license.
  == A copy of this license is available at http://www.fpml.org/documents/license
  --><FpML version="4-0" xsi:type="DataDocument" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.fpml.org/2003/FpML-4-0 ../fpml-main-4-0.xsd" xmlns="http://www.fpml.org/2003/FpML-4-0"><trade><tradeHeader><partyTradeIdentifier><partyReference href="partyA"/><tradeId tradeIdScheme="http://www.partyA.com/trade-id">123</tradeId></partyTradeIdentifier><partyTradeIdentifier><partyReference href="partyB"/><tradeId tradeIdScheme="http://www.partyB.com/trade-id">123</tradeId></partyTradeIdentifier><tradeDate>2000-08-30</tradeDate></tradeHeader><swaption><buyerPartyReference href="partyA"/><sellerPartyReference href="partyB"/><premium><payerPartyReference href="partyA"/><receiverPartyReference href="partyB"/><paymentAmount><currency>EUR</currency><amount>100000</amount></paymentAmount><paymentDate><unadjustedDate>2000-08-30</unadjustedDate><dateAdjustments><businessDayConvention>FOLLOWING</businessDayConvention><businessCenters><businessCenter>EUTA</businessCenter></businessCenters></dateAdjustments></paymentDate></premium><europeanExercise id="europeanExercise0"><expirationDate><adjustableDate><unadjustedDate>2001-08-28</unadjustedDate><dateAdjustments><businessDayConvention>FOLLOWING</businessDayConvention><businessCenters><businessCenter>EUTA</businessCenter><businessCenter>GBLO</businessCenter></businessCenters></dateAdjustments></adjustableDate></expirationDate><relevantUnderlyingDate><relativeDates><periodMultiplier>2</periodMultiplier><period>D</period><dayType>Business</dayType><businessDayConvention>NONE</businessDayConvention><businessCenters><businessCenter>EUTA</businessCenter></businessCenters><dateRelativeTo href="europeanExercise0"/></relativeDates></relevantUnderlyingDate><earliestExerciseTime><hourMinuteTime>09:00:00</hourMinuteTime><businessCenter>BEBR</businessCenter></earliestExerciseTime><expirationTime><hourMinuteTime>11:00:00</hourMinuteTime><businessCenter>BEBR</businessCenter></expirationTime></europeanExercise><exerciseProcedure><manualExercise><exerciseNotice><partyReference href="partyB"/><businessCenter>GBLO</businessCenter></exerciseNotice></manualExercise><followUpConfirmation>true</followUpConfirmation></exerciseProcedure><calculationAgentPartyReference href="partyB"/><swaptionStraddle>false</swaptionStraddle><swap><swapStream><payerPartyReference href="partyA"/><receiverPartyReference href="partyB"/><calculationPeriodDates id="CalcPeriodDates0"><effectiveDate><unadjustedDate>2001-08-30</unadjustedDate><dateAdjustments><businessDayConvention>NONE</businessDayConvention></dateAdjustments></effectiveDate><terminationDate><unadjustedDate>2006-08-30</unadjustedDate><dateAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCenters id="accrualBusinessCenters0"><businessCenter>EUTA</businessCenter></businessCenters></dateAdjustments></terminationDate><calculationPeriodDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCentersReference href="accrualBusinessCenters0"/></calculationPeriodDatesAdjustments><calculationPeriodFrequency><periodMultiplier>1</periodMultiplier><period>Y</period><rollConvention>30</rollConvention></calculationPeriodFrequency></calculationPeriodDates><paymentDates><calculationPeriodDatesReference href="CalcPeriodDates0"/><paymentFrequency><periodMultiplier>1</periodMultiplier><period>Y</period></paymentFrequency><payRelativeTo>CalculationPeriodEndDate</payRelativeTo><paymentDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCenters id="paymentBusinessCenters0"><businessCenter>EUTA</businessCenter></businessCenters></paymentDatesAdjustments></paymentDates><calculationPeriodAmount><calculation><notionalSchedule><notionalStepSchedule><initialValue>100000000</initialValue><currency>EUR</currency></notionalStepSchedule></notionalSchedule><fixedRateSchedule><initialValue>0.05</initialValue></fixedRateSchedule><dayCountFraction>30/360</dayCountFraction></calculation></calculationPeriodAmount></swapStream><swapStream><payerPartyReference href="partyB"/><receiverPartyReference href="partyA"/><calculationPeriodDates id="CalcPeriodDates1"><effectiveDate><unadjustedDate>2001-08-30</unadjustedDate><dateAdjustments><businessDayConvention>NONE</businessDayConvention></dateAdjustments></effectiveDate><terminationDate><unadjustedDate>2006-08-30</unadjustedDate><dateAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCenters id="accrualBusinessCenters1"><businessCenter>EUTA</businessCenter></businessCenters></dateAdjustments></terminationDate><calculationPeriodDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCentersReference href="accrualBusinessCenters1"/></calculationPeriodDatesAdjustments><calculationPeriodFrequency><periodMultiplier>6</periodMultiplier><period>M</period><rollConvention>30</rollConvention></calculationPeriodFrequency></calculationPeriodDates><paymentDates><calculationPeriodDatesReference href="CalcPeriodDates1"/><paymentFrequency><periodMultiplier>6</periodMultiplier><period>M</period></paymentFrequency><payRelativeTo>CalculationPeriodEndDate</payRelativeTo><paymentDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCenters id="paymentBusinessCenters1"><businessCenter>EUTA</businessCenter></businessCenters></paymentDatesAdjustments></paymentDates><resetDates id="resetDates0"><calculationPeriodDatesReference href="CalcPeriodDates1"/><resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo><fixingDates><periodMultiplier>-2</periodMultiplier><period>D</period><dayType>Business</dayType><businessDayConvention>NONE</businessDayConvention><businessCenters id="fixingBusinessCenters0"><businessCenter>EUTA</businessCenter></businessCenters><dateRelativeTo href="resetDates0"/></fixingDates><resetFrequency><periodMultiplier>6</periodMultiplier><period>M</period></resetFrequency><resetDatesAdjustments><businessDayConvention>MODFOLLOWING</businessDayConvention><businessCentersReference href="paymentBusinessCenters1"/></resetDatesAdjustments></resetDates><calculationPeriodAmount><calculation><notionalSchedule><notionalStepSchedule><initialValue>100000000</initialValue><currency>EUR</currency></notionalStepSchedule></notionalSchedule><floatingRateCalculation><floatingRateIndex>EUR-EURIBOR-Telerate</floatingRateIndex><indexTenor><periodMultiplier>6</periodMultiplier><period>M</period></indexTenor></floatingRateCalculation><dayCountFraction>ACT/360</dayCountFraction></calculation></calculationPeriodAmount></swapStream></swap></swaption></trade><party id="partyA"><partyId>partyA</partyId></party><party id="partyB"><partyId>partyB</partyId></party></FpML>